Fact sheet: LO EmgEqFctEnh

Fund information
Fund name
LO Emerging Equity Factor Enhanced (USD) R A
Fund manager company
Lombard Odier
Fund type
Offshore Fund
Fund managers
  • Alexandre Deruazsince 01/11/2010
  • Alexey Medvedevsince 01/01/2014
Fund objective
The Fund invests globally in companies having their domicile or their principal place of business in an emerging market country.
Benchmark
  • MSCI Emerging Market
Investment style
Active
Investment method
Shares
Quick stats
1 Year return
11.8%
1 Year rank in sector
216/258
Sector
FO Equity - Emerging Markets
Yield
-
Ongoing charge (OCF)
?A fund’s ongoing charges figure (OCF) is similar to the old-style total expense ratio. It reflects the annual charge to investors in the fund, in percentage terms, but does not include extra performance-related fees (where these are levied) or the fund’s trading expenses on its underlying investments.
2.96%
Fund size
£133m (£142m last year)
FE Risk score
?FE Risk Scores measure the riskiness of instruments relative to the FTSE 100 index of shares. Weekly volatility is measured over three years with recent behaviour counting more heavily than earlier behaviour. Cash-type investments will have scores close to zero. Funds will tend to have scores in the 0-150 range. The FTSE 100 is always scored at 100. There is no upper limit.
124
Top in this sector
Fund name1 Year
GAM Star Nth of Sth EM Eq53.5%
Wells Fargo WW Emg Mkts Eq49.5%
Templeton BRIC49%
T. Rowe Price EmgMktsEq48.2%
JOHCM Emerging Markets45.6%
...more in FO Equity - Emerging Markets

Performance snapshot

Holdings snapshot

  • China27%
    Others16.9%
    Korea14.6%
    Taiwan12%
    India8.8%
  • Financials25.1%
    Industrials13.3%
    Consumer Discretionary12%
    Consumer Staples10.7%
    Others8.4%
  • Chinese Equities27%
    International Equities16.9%
    South Korean Equities14.6%
    Taiwanese Equities12%
    Indian Equities8.8%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund1.5%8.7%9.1%11.8%-16.6%-
Sector1.8%10%13.5%16.1%-2%12.6%
Rank within sector176 / 264184 / 264221 / 260216 / 258190 / 207-
Quartile3rd3rd4th4th4th
Calendar performance
 YTD - 20162015201420132012
Fund11.9%-19.9%-5%-8.3%-
Sector14.5%-14.3%-1.4%-0.7%14.2%
Rank within sector189 / 259215 / 243178 / 218171 / 192-
Quartile3rd4th4th4th
Risk statistics
Alpha
?Alpha is a measure of a fund's over- or under-performance by comparison to its benchmark. If the Alpha is 5, the fund has outperformed its benchmark by 5%; so the greater the Alpha, the greater the outperformance.
-5.04
Beta
?Beta estimates a fund's volatility by comparison to that of its benchmark. A fund with a beta close to 1 means that the fund will move generally in line with the benchmark. Higher than 1 and the fund is more volatile than the benchmark and vice versa.
1.05
Sharpe
?This commonly-used measure calculates the level of return over and above the return of a notional risk-free investment, such as cash. The difference in returns is then divided by the fund's volatility. The resulting ratio is an indication of the amount of excess return generated per unit of risk.
-0.01
Volatility
?Volatility (or standard deviation), when applied to an investment fund, expresses its risk. It shows how widely a range of returns varied from the fund's average return over a particular period. For example, if a fund had an average return of 5%, and its volatility was 15, this would mean that the range of its returns over the period had swung between +20% and -10%.
15.59
Tracking error
?This measures the standard deviation of a fund's excess returns over the returns of an index or benchmark portfolio. As such, it can be an indication of 'riskiness' in the manager's investment style. A Tracking Error below 2 suggests a passive approach. At 3 and above the the manager will be deploying a more active investment style.
4.56
Information ratio
?This is a useful risk-adjusted measure of actively managed fund performance. It is calculated by deducting the returns of the fund's benchmark from the fund's overall returns, then dividing the result by its tracking error. The higher the Information Ratio the better. It is generally considered that a figure of 0.5 reflects a good performance, 0.75 very good, and 1.00 outstanding.
-1.12
R-Squared
?An indication of how closely correlated a fund is to an index or a benchmark. Values for R-Squared range between 0 and 1, with 0 indicating no correlation at all and 1 showing a perfect match. Values upwards of 0.7 suggest that the fund's behaviour is increasingly linked to its benchmark.
0.92
Price movement
52 week high6.29
52 week low4.8
Current bid price-
Current offer price-
Current mid price6.17
Region
1China27%
2Others16.9%
3Korea14.6%
4Taiwan12%
5India8.8%
6Brazil7.3%
7South Africa6.5%
8Mexico3.8%
9Russia3.6%
Industry sector
1Financials25.1%
2Industrials13.3%
3Consumer Discretionary12%
4Consumer Staples10.7%
5Others8.4%
6Materials7%
7Information Technology6.7%
8Utilities6.2%
9Telecommunications5.7%
Asset type
1Chinese Equities27%
2International Equities16.9%
3South Korean Equities14.6%
4Taiwanese Equities12%
5Indian Equities8.8%
6Brazilian Equities7.3%
7South African Equities6.5%
8Mexican Equities3.8%
9Russian Equities3.6%
Individual holdings
1CHUNGHWA TELECOM0.6%
2AGRICULTURAL BANK OF CHINA0.5%
3CHINA RESOURCES GAS GROUP LTD0.5%
4COSCO PACIFIC0.5%
5FAR EAST HORIZON LTD0.5%
6GUANGDONG INVESTMENT0.5%
7HENGAN INTL GROUP CO LTD0.5%
8JIANGSU EXPRESSWAY CO0.5%
9SHENZHOU INTERNATIONAL GROUP HLDGS0.5%
Management
Fund manager group
Lombard Odier
Fund manager company
Lombard Odier
Fund type
Offshore Fund
Fund objective
The Fund invests globally in companies having their domicile or their principal place of business in an emerging market country.
Benchmark
  • MSCI Emerging Market
Investment style
Active
Investment method
Shares
Fund managers
NameSinceBiography
Alexandre Deruaz01/11/2010In 2007, Alexandre Deruaz joined Lombard Odier to manage balanced portfolios for institutional clients, where he was responsible for Swiss as well as Foreign Equity selection. He is now in charge of developing quantitative strategies on equities and managing corresponding mandates and funds with the Systematic Investment team. He started his professional career as portfolio manager in 2000, managing private clients discretionary mandates at BNP Paribas in Basel and then in Geneva. From 2004 to 2007, he worked at Union Bancaire Privée in Geneva, responsible for quantitative analysis in the fund selection team, as well as for managing clients portfolios and some of the bank's own money in dedicated fund-based mandates. Alexandre Deruaz graduated from ENSAE (French ”grande école” dedicated to Economics, Statistics, Insurance & Finance) and qualified as an actuary (Institut des Actuaires Français) in 1998. He received the Chartered Financial Analyst designation in 2003.
Alexey Medvedev01/01/2014Alexey Medvedev is a Portfolio Manager in the Smart Beta Team within LOIM’s Solutions Group. He joined LOIM in August 2008 as a risk manager in the funds of hedge funds team and then was an equity analyst in 1798 Global Partners (Lombard Odier Hedge Fund), before joining the Smart Beta Team. Prior to joining LOIM, Alexey entered a PhD program in finance, focusing on the mathematics of derivative pricing, and published articles in leading academic journals. He began his career as an economist at the Central Bank of Russia in 1996, where he was responsible for the monetary policy in cooperation with the IMF. Alexey earned a PhD in finance from the Swiss Finance Institute in 2008. He also holds a master’s degree in economics from the New Economic School in Russia and a diploma in mathematics from Moscow State University
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, Transparent for German Tax, Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Switzerland, Germany, Spain, Finland, France, United Kingdom, Italy, Liechtenstein, Luxembourg, Netherlands, Norway, Offshore, Singapore, Sweden
LO Emerging Equity Factor Enhanced (EUR) I A
Initial charge5%
Annual charge0.65%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.15%
Total expense ratio (TER)0.9%
Bid price-
Offer price-
Mid price8.5947
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeBWE8
LO Emerging Equity Factor Enhanced (EUR) M A
Initial charge5%
Annual charge0.72%
Min single investment£3,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.42%
Total expense ratio (TER)1.2%
Bid price-
Offer price-
Mid price8.4307
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeF5VS
LO Emerging Equity Factor Enhanced (EUR) M D
Initial charge5%
Annual charge0.72%
Min single investment£3,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.43%
Total expense ratio (TER)1.2%
Bid price-
Offer price-
Mid price7.4496
CurrencyEUR
Price updated28/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeF5VT
LO Emerging Equity Factor Enhanced (EUR) P A
Initial charge5%
Annual charge0.65%
Min single investment£3,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.01%
Total expense ratio (TER)1.75%
Bid price-
Offer price-
Mid price8.2354
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeC2D1
LO Emerging Equity Factor Enhanced (EUR) P D
Initial charge5%
Annual charge0.65%
Min single investment£3,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2%
Total expense ratio (TER)1.75%
Bid price-
Offer price-
Mid price7.424
CurrencyEUR
Price updated28/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeC2D2
LO Emerging Equity Factor Enhanced (EUR) R A
Initial charge3%
Annual charge0.65%
Min single investment£1,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.95%
Total expense ratio (TER)2.7%
Bid price-
Offer price-
Mid price7.6006
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeG1S0
LO Emerging Equity Factor Enhanced (EUR) S A
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.36%
Total expense ratio (TER)0.13%
Bid price-
Offer price-
Mid price8.7896
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFF9U
LO Emerging Equity Factor Enhanced (USD) I A
Initial charge5%
Annual charge0.65%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.16%
Total expense ratio (TER)0.9%
Bid price-
Offer price-
Mid price6.9171
CurrencyUSD
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeCBW4
LO Emerging Equity Factor Enhanced (USD) M A
Initial charge5%
Annual charge0.72%
Min single investment£3,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.42%
Total expense ratio (TER)1.2%
Bid price-
Offer price-
Mid price6.5944
CurrencyUSD
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeF5VU
LO Emerging Equity Factor Enhanced (USD) M D
Initial charge5%
Annual charge0.72%
Min single investment£3,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.42%
Total expense ratio (TER)1.2%
Bid price-
Offer price-
Mid price5.8502
CurrencyUSD
Price updated28/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeF5VV
LO Emerging Equity Factor Enhanced (USD) P A
Initial charge5%
Annual charge0.65%
Min single investment£3,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.99%
Total expense ratio (TER)1.75%
Bid price-
Offer price-
Mid price6.4416
CurrencyUSD
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeC2C9
LO Emerging Equity Factor Enhanced (USD) P D
Initial charge5%
Annual charge0.65%
Min single investment£3,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.01%
Total expense ratio (TER)1.75%
Bid price-
Offer price-
Mid price5.8304
CurrencyUSD
Price updated28/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeC2D0
LO Emerging Equity Factor Enhanced (USD) R A
Initial charge3%
Annual charge0.65%
Min single investment£1,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.96%
Total expense ratio (TER)2.7%
Bid price-
Offer price-
Mid price6.1716
CurrencyUSD
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code0WMA
LO Emerging Equity Factor Enhanced (USD) S A
Initial charge-
Annual charge-
Min single investment£16,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.4%
Total expense ratio (TER)0.13%
Bid price-
Offer price-
Mid price7.1591
CurrencyUSD
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeF1GC
Data provided by

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